245 lines
9.1 KiB
Python
245 lines
9.1 KiB
Python
# encoding: utf-8
|
||
|
||
# 该文件，为无界面启动文件，以vtServer为容器，加载MainEngine
|
||
# 配置：
|
||
# self.gateway_name ，gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
|
||
# self.strategies：启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
|
||
# vtServer的ZMQ端口： 从VT_Setting.json中配置，根据AUTO_CONNCET_GW找到对应得端口配置
|
||
|
||
import os
|
||
import sys
|
||
|
||
import ctypes
|
||
from datetime import datetime, timedelta, date
|
||
from time import sleep
|
||
from threading import Thread
|
||
|
||
# 将repostory的目录i，作为根目录，添加到系统环境中。
|
||
ROOT_PATH = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
|
||
sys.path.append(ROOT_PATH)
|
||
|
||
from vnpy.trader.vtEvent import *
|
||
from vnpy.rpc import RpcServer
|
||
from vnpy.trader.vtEngine import MainEngine
|
||
from vnpy.trader.gateway import okexGateway
|
||
from vnpy.trader.setup_logger import setup_logger,get_logger
|
||
from vnpy.trader.util_monitor import *
|
||
from vnpy.trader.vtGlobal import globalSetting
|
||
from vnpy.trader.util_gpid import *
|
||
from vnpy.trader.app import ctaStrategy,riskManager
|
||
|
||
AUTO_CONNCET_GW = 'OKEX_1'
|
||
if 'gateway_name' in globalSetting:
|
||
AUTO_CONNCET_GW = globalSetting['gateway_name']
|
||
print('use GW:{}'.format(AUTO_CONNCET_GW))
|
||
########################################################################
|
||
class VtServer(RpcServer):
|
||
"""vn.trader 无界面服务器"""
|
||
|
||
# ----------------------------------------------------------------------
|
||
def __init__(self, repAddress, pubAddress):
|
||
"""Constructor"""
|
||
super(VtServer, self).__init__(repAddress, pubAddress)
|
||
#self.usePickle()
|
||
|
||
# gateway 是否连接
|
||
self.connected = False
|
||
# gateway 的连接名称，在vtEngine.initGateway()里面定义，对应的配置文件是 "连接名称_connect.json"，
|
||
self.gateway_name = AUTO_CONNCET_GW
|
||
# 启动的策略实例，须在catStrategy/CtaSetting.json 里面定义 [u'S28_RB1001', u'S28_TFT', u'S28_HCRB',u'atr_rsi']
|
||
self.strategies = []
|
||
self.g_count = 0
|
||
self.disconnect_signal = 0
|
||
self.last_dt = datetime.now()
|
||
|
||
# 创建事件引擎
|
||
ee = EventEngine2()
|
||
|
||
# 创建主引擎对象
|
||
print( u'instance mainengine')
|
||
self.engine = MainEngine(ee)
|
||
|
||
# 添加CTP Gateway,配置文件为 CTP_Post
|
||
self.engine.addGateway(okexGateway, self.gateway_name)
|
||
|
||
# 添加应用
|
||
self.engine.addApp(ctaStrategy)
|
||
self.engine.addApp(riskManager)
|
||
|
||
# 注册主引擎的方法到服务器的RPC函数
|
||
self.register(self.engine.connect)
|
||
self.register(self.engine.disconnect)
|
||
self.register(self.engine.subscribe)
|
||
self.register(self.engine.sendOrder)
|
||
self.register(self.engine.cancelOrder)
|
||
self.register(self.engine.qryAccount)
|
||
self.register(self.engine.qryPosition)
|
||
self.register(self.engine.checkGatewayStatus) # 检测gateway的连接状态
|
||
self.register(self.engine.qryStatus) # 检测ctaEngine的状态
|
||
self.register(self.engine.exit)
|
||
self.register(self.engine.writeLog)
|
||
self.register(self.engine.dbConnect)
|
||
self.register(self.engine.dbInsert)
|
||
self.register(self.engine.dbQuery)
|
||
self.register(self.engine.dbUpdate)
|
||
self.register(self.engine.getContract)
|
||
self.register(self.engine.getAllContracts)
|
||
self.register(self.engine.getOrder)
|
||
self.register(self.engine.getAllWorkingOrders)
|
||
self.register(self.engine.getAllGatewayNames)
|
||
self.register(self.engine.saveData)
|
||
self.register(self.engine.initStrategy)
|
||
self.register(self.engine.startStrategy)
|
||
self.register(self.engine.stopStrategy)
|
||
|
||
# 注册事件引擎发送的事件处理监听
|
||
self.engine.eventEngine.registerGeneralHandler(self.eventHandler)
|
||
|
||
def disconnect(self):
|
||
""""断开底层gateway的连接"""
|
||
if self.engine:
|
||
self.engine.disconnect(self.gateway_name)
|
||
self.connected = False
|
||
|
||
def onTimer(self, event):
|
||
"""定时器执行逻辑，每十秒执行一次"""
|
||
|
||
# 十秒才执行一次检查
|
||
self.g_count += 1
|
||
if self.g_count <= 30:
|
||
return
|
||
self.g_count = 0
|
||
dt = datetime.now()
|
||
self.engine.qryStatus()
|
||
if dt.hour != self.last_dt.hour:
|
||
self.last_dt = dt
|
||
print(u'noUiMain.py checkpoint:{0}'.format(dt))
|
||
self.engine.writeLog( u'noUiMain.py checkpoint:{0}'.format(dt))
|
||
|
||
# 交易时间内，定时重连和检查
|
||
if not self.connected:
|
||
self.engine.writeLog(u'启动连接{0}'.format(self.gateway_name))
|
||
self.engine.writeLog(u'清空数据引擎')
|
||
self.engine.clearData()
|
||
self.engine.writeLog(u'重新连接{0}'.format(self.gateway_name))
|
||
self.engine.connect(self.gateway_name)
|
||
self.connected = True
|
||
self.disconnect_signal = 0
|
||
self.engine.writeNotification(u'{0}，重新连接{1}'.format(dt, self.gateway_name))
|
||
return
|
||
else:
|
||
if not self.engine.checkGatewayStatus(self.gateway_name):
|
||
self.disconnect_signal += 1
|
||
|
||
if self.disconnect_signal >= 5:
|
||
self.engine.writeWarning(u'检查连接{0}异常，超过{1}次'.format(self.gateway_name,self.disconnect_signal))
|
||
sys.exit(0)
|
||
else:
|
||
self.disconnect_signal = 0
|
||
|
||
def start(self):
|
||
"""启动"""
|
||
super(VtServer, self).start()
|
||
|
||
# 若需要连接数据库，则启动
|
||
# self.mainEngine.dbConnect()
|
||
|
||
# 加载cta的配置
|
||
print( u'load cta setting')
|
||
self.engine.ctaEngine.loadSetting()
|
||
|
||
print(u'initialize all strategies')
|
||
# 初始化策略，如果多个，则需要逐一初始化多个
|
||
for s in self.strategies:
|
||
print( 'init trategy {0}'.format(s))
|
||
self.engine.ctaEngine.initStrategy(s)
|
||
# 逐一启动策略
|
||
print('start strategy {0}'.format(s))
|
||
self.engine.ctaEngine.startStrategy(s)
|
||
|
||
print( u'connect gateway:{0}'.format(self.gateway_name))
|
||
self.engine.connect(self.gateway_name)
|
||
self.connected = True
|
||
|
||
# 注册定时器，用于判断重连
|
||
self.engine.eventEngine.register(EVENT_TIMER, self.onTimer)
|
||
|
||
# 所有的日志监控
|
||
self.logM = LogMonitor(self.engine.eventEngine)
|
||
self.errorM = ErrorMonitor(self.engine.eventEngine)
|
||
self.tradeM = TradeMonitor(self.engine.eventEngine)
|
||
self.orderM = OrderMonitor(self.engine.eventEngine, self.engine)
|
||
self.positionM = PositionMonitor(self.engine.eventEngine)
|
||
self.accountM = AccountMonitor(self.engine.eventEngine)
|
||
|
||
self.engine.writeNotification(u'{0}，服务启动{1}'.format(datetime.now(),self. gateway_name))
|
||
|
||
# ----------------------------------------------------------------------
|
||
def eventHandler(self, event):
|
||
"""事件处理"""
|
||
try:
|
||
# 调用RpcServer.publish()
|
||
if isinstance(event.type_, str):
|
||
self.publish(event.type_, event)
|
||
else:
|
||
self.publish(event.type_.encode('utf-8'), event)
|
||
|
||
except Exception as ex:
|
||
print( u'event Handler exception:{0}'.format(str(ex)))
|
||
|
||
# ----------------------------------------------------------------------
|
||
def stopServer(self):
|
||
"""停止服务器"""
|
||
print( 'stopServer')
|
||
# 关闭引擎
|
||
self.engine.exit()
|
||
# 停止服务器线程
|
||
self.stop()
|
||
|
||
# ----------------------------------------------------------------------
|
||
def printLog(content):
|
||
"""打印日志"""
|
||
print( datetime.now().strftime("%H:%M:%S"), '\t', content)
|
||
|
||
# ----------------------------------------------------------------------
|
||
def runServer():
|
||
"""运行服务器"""
|
||
|
||
try:
|
||
log_file_name = os.path.abspath(os.path.join(os.path.dirname(os.path.abspath(__file__)),
|
||
'logs', u'runServer.log'))
|
||
except Exception as ex:
|
||
print( u'Use local dict:{0}'.format(os.getcwd()))
|
||
log_file_name = os.path.abspath(os.path.join(os.getcwd(), 'logs', u'runServer.log'))
|
||
|
||
setup_logger(filename=log_file_name, debug=False)
|
||
|
||
# Req/Publish端口
|
||
try:
|
||
zmqAddressDict = globalSetting['ZMQ']
|
||
zmqAddress = zmqAddressDict[AUTO_CONNCET_GW]
|
||
reqAddress = zmqAddress['ReqAddress']
|
||
pubAddress = zmqAddress['PubAddress']
|
||
except:
|
||
reqAddress = 'tcp://*:2014'
|
||
pubAddress = 'tcp://*:2016'
|
||
|
||
# 创建并启动服务器
|
||
server = VtServer(reqAddress, pubAddress)
|
||
server.start()
|
||
|
||
printLog('-' * 50)
|
||
printLog(u'Request端口:{0}'.format(reqAddress))
|
||
printLog(u'Publish端口:{0}'.format(pubAddress))
|
||
printLog(u'Trader服务器已启动')
|
||
|
||
while(1):
|
||
sleep(1)
|
||
if __name__ == '__main__':
|
||
|
||
runServer()
|
||
# 主程序
|
||
#thread = Thread(target=runServer, args=())
|
||
#thread.start()
|
||
|